FixMarketDataRequest

StockSharp.Fix.Native

Data from MarketDataRequest FIX message.

Implements: IEquatable<FixMarketDataRequest>

Constructors

public FixMarketDataRequest(FixId MdReqId, FixId MdResponseId, char? SubscriptionRequestType, char[] MdEntryTypes, string[] MdEntryArgs, SecurityId[] SecurityIds, string[] SecurityTypes, int? MarketDepth, DateTime? FromDate, DateTime? ToDate, bool? AllowBuildFromSmallerTimeFrame, bool? IsCalcVolumeProfile, bool? IsFinishedOnly, bool? IsRegularTradingHours, int? BuildMode, char? BuildFrom, char? BuildField, long? Skip, long? Count, Level1Fields[] Fields)

fixMarketDataRequest = FixMarketDataRequest(MdReqId, MdResponseId, SubscriptionRequestType, MdEntryTypes, MdEntryArgs, SecurityIds, SecurityTypes, MarketDepth, FromDate, ToDate, AllowBuildFromSmallerTimeFrame, IsCalcVolumeProfile, IsFinishedOnly, IsRegularTradingHours, BuildMode, BuildFrom, BuildField, Skip, Count, Fields)

Data from MarketDataRequest FIX message.

MdReqId: Market data request identifier.
MdResponseId: Market data response identifier (for unsubscribe).
SubscriptionRequestType: Subscription request type (0=Snapshot, 1=Subscribe, 2=Unsubscribe).
MdEntryTypes: Market data entry types (0=Bid, 1=Offer, 2=Trade, etc.).
MdEntryArgs: Market data entry arguments (e.g., timeframe for candles).
SecurityIds: Security identifiers.
SecurityTypes: Security types for each security.
MarketDepth: Market depth (0 = full depth).
FromDate: Start date for historical data.
ToDate: End date for historical data.
AllowBuildFromSmallerTimeFrame: Allow building candles from smaller timeframes.
IsCalcVolumeProfile: Calculate volume profile.
IsFinishedOnly: Return only finished candles.
IsRegularTradingHours: Regular trading hours only.
BuildMode: Build mode for market data.
BuildFrom: Build from data type.
BuildField: Build field for candles.
Skip: Number of records to skip (pagination).
Count: Number of records to return (pagination).
Fields: Level1 fields to request.

Properties

AllowBuildFromSmallerTimeFrame

public bool? AllowBuildFromSmallerTimeFrame { get; set; }

value = fixMarketDataRequest.AllowBuildFromSmallerTimeFrame
fixMarketDataRequest.AllowBuildFromSmallerTimeFrame = value

Allow building candles from smaller timeframes.

BuildField

public char? BuildField { get; set; }

value = fixMarketDataRequest.BuildField
fixMarketDataRequest.BuildField = value

Build field for candles.

BuildFrom

public char? BuildFrom { get; set; }

value = fixMarketDataRequest.BuildFrom
fixMarketDataRequest.BuildFrom = value

Build from data type.

BuildMode

public int? BuildMode { get; set; }

value = fixMarketDataRequest.BuildMode
fixMarketDataRequest.BuildMode = value

Build mode for market data.

Count

public long? Count { get; set; }

value = fixMarketDataRequest.Count
fixMarketDataRequest.Count = value

Number of records to return (pagination).

Fields

public Level1Fields[] Fields { get; set; }

value = fixMarketDataRequest.Fields
fixMarketDataRequest.Fields = value

Level1 fields to request.

FromDate

public DateTime? FromDate { get; set; }

value = fixMarketDataRequest.FromDate
fixMarketDataRequest.FromDate = value

Start date for historical data.

IsCalcVolumeProfile

public bool? IsCalcVolumeProfile { get; set; }

value = fixMarketDataRequest.IsCalcVolumeProfile
fixMarketDataRequest.IsCalcVolumeProfile = value

Calculate volume profile.

IsFinishedOnly

public bool? IsFinishedOnly { get; set; }

value = fixMarketDataRequest.IsFinishedOnly
fixMarketDataRequest.IsFinishedOnly = value

Return only finished candles.

IsRegularTradingHours

public bool? IsRegularTradingHours { get; set; }

value = fixMarketDataRequest.IsRegularTradingHours
fixMarketDataRequest.IsRegularTradingHours = value

Regular trading hours only.

MarketDepth

public int? MarketDepth { get; set; }

value = fixMarketDataRequest.MarketDepth
fixMarketDataRequest.MarketDepth = value

Market depth (0 = full depth).

MdEntryArgs

public string[] MdEntryArgs { get; set; }

value = fixMarketDataRequest.MdEntryArgs
fixMarketDataRequest.MdEntryArgs = value

Market data entry arguments (e.g., timeframe for candles).

MdEntryTypes

public char[] MdEntryTypes { get; set; }

value = fixMarketDataRequest.MdEntryTypes
fixMarketDataRequest.MdEntryTypes = value

Market data entry types (0=Bid, 1=Offer, 2=Trade, etc.).

MdReqId

public FixId MdReqId { get; set; }

value = fixMarketDataRequest.MdReqId
fixMarketDataRequest.MdReqId = value

Market data request identifier.

MdResponseId

public FixId MdResponseId { get; set; }

value = fixMarketDataRequest.MdResponseId
fixMarketDataRequest.MdResponseId = value

Market data response identifier (for unsubscribe).

SecurityIds

public SecurityId[] SecurityIds { get; set; }

value = fixMarketDataRequest.SecurityIds
fixMarketDataRequest.SecurityIds = value

Security identifiers.

SecurityTypes

public string[] SecurityTypes { get; set; }

value = fixMarketDataRequest.SecurityTypes
fixMarketDataRequest.SecurityTypes = value

Security types for each security.

Skip

public long? Skip { get; set; }

value = fixMarketDataRequest.Skip
fixMarketDataRequest.Skip = value

Number of records to skip (pagination).

SubscriptionRequestType

public char? SubscriptionRequestType { get; set; }

value = fixMarketDataRequest.SubscriptionRequestType
fixMarketDataRequest.SubscriptionRequestType = value

Subscription request type (0=Snapshot, 1=Subscribe, 2=Unsubscribe).

ToDate

public DateTime? ToDate { get; set; }

value = fixMarketDataRequest.ToDate
fixMarketDataRequest.ToDate = value

End date for historical data.